-4.0%
CMS vs FDS
+27.2%
-31.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.2% |
| 7D | -1.1% | -2.1% | +1.0% | -1.1% |
| 30D | +6.6% | +16.0% | -9.4% | +6.7% |
| 3M | +0.8% | +18.8% | -18.0% | +1.0% |
| 6M | -3.3% | +54.1% | -57.4% | -2.0% |
| YTD | +2.7% | +17.0% | -14.3% | +1.7% |
| 1Y | -4.0% | +25.5% | -29.5% | -5.2% |
| All | -4.0% | +27.2% | -31.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling